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İST 244 - Engineering Probability

Instructor: Asst.Prof.Mehmet FİDAN
Teaching Assistants:
Course Book: "A First Course In Probability", Sheldon Ross
Grading: Midterm:40%, Final Exam:60%
Other Resources: BOOK1: "INTRODUCTION TO PROBABILITY AND STATISTICS FOR ENGINEERS AND SCIENTISTS", Sheldon Ross BOOK2: "PROBABILITY, STATISTICS, AND RANDOM PROCESSES FOR ELECTRICAL ENGINEERING", Alberta-Leon Garcia
Course Outline:
1. Week

Combinatorial Analysis,

Axioms of Probability


2. Week

Conditional Probability and Independence,

Random Variables,

Discrete Random Variables,

Cumulative Distributive Function,

Expectation,

Variance


3. Week

Bernolli and Binomial Random Variables,

Poisson Random Variable,

Geometric Random Variable,

Negative Binomial Random Variable,

Zeta Distrubition,

Properties of CDF


4. Week

Midterm(July 19, 2019, Friday 10:00)

Continous Random Variables,

Expectation and Variance of Continous Random Variables,

Uniform Random Variable,

Normal Random Variable,

Normal Approxiamation of Binomial Distribution,

Exponential Random Variables,

Distribution of a Function of a Random Variable


5. Week

Joint Distribution for n Random Variables,

Independent Random Variables,

Sums of Independent Random Variables,

Conditional Distributions,

Order Statistics,

Joint Distribution of Functions of Random Variables


6. Week

Properties of Expectation,

Covariance, Variance, Sums and Correlations,

Conditional Expectation,

Conditional Variance,

 

 


7. Week

Moment Generating Functions,

Limit Theorems,

Chebyshev's Inequality,

The Weak Law of Large Numbers,

Central Limit Theorem,

The Strong Law of Large Numbers,

One-sided Chebyshev's Inequality,

Markov's Inequality,

Chernoff Bounds


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